+37.8%
ECL vs GPC
+3.6%
+34.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.2% |
| 7D | -0.8% | +1.6% | -2.3% | -1.2% |
| 30D | +8.1% | -2.1% | +10.2% | +8.8% |
| 3M | +6.4% | -6.8% | +13.2% | +8.7% |
| 6M | +14.8% | +18.6% | -3.8% | +7.7% |
| YTD | +15.5% | +2.7% | +12.8% | +12.1% |
| 1Y | +20.1% | +1.8% | +18.3% | +16.8% |
| 3Y | +77.8% | +1.1% | +76.7% | +64.0% |
| All | +37.8% | +3.6% | +34.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling